+273.3%
STT vs LCID
-95.5%
+368.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.1% |
| 7D | +2.2% | +1.8% | +0.4% | +2.0% |
| 30D | +3.9% | -34.2% | +38.1% | +7.0% |
| 3M | +19.2% | -9.1% | +28.3% | +18.1% |
| 6M | +60.4% | -52.6% | +113.0% | +66.8% |
| YTD | +51.5% | -56.2% | +107.7% | +58.1% |
| 1Y | +76.3% | -74.9% | +151.2% | +91.8% |
| 3Y | +200.7% | -92.1% | +292.8% | +243.1% |
| 5Y | +157.5% | -97.6% | +255.0% | +208.7% |
| All | +273.3% | -95.5% | +368.8% | +359.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling